| Option pricing with application of Levy processes and the minimal variance equivalent martingale measure under uncertainty P Nowak, M Pawłowski IEEE Transactions on Fuzzy Systems 25 (2), 402-416, 2016 | 14 | 2016 |
| Pricing European options under uncertainty with application of Levy processes and the minimal Lq equivalent martingale measure P Nowak, M Pawłowski Journal of Computational and Applied Mathematics 345, 416-433, 2019 | 13 | 2019 |
| Online matching with delays and stochastic arrival times M Mari, M Pawłowski, R Ren, P Sankowski arXiv preprint arXiv:2210.07018, 2022 | 6 | 2022 |
| Modelling spot prices on the Polish energy market M Pawłowski, P Nowak Intelligent Systems' 2014: Proceedings of the 7th IEEE International …, 2015 | 3 | 2015 |
| Stochastic approach to model spot price and value forward contracts on energy markets under uncertainty M Pawłowski, P Nowak Journal of Ambient Intelligence and Humanized Computing 14 (4), 3075-3089, 2023 | 2 | 2023 |
| Application of the Esscher Transform to Pricing Forward Contracts on Energy Markets in a Fuzzy Environment P Nowak, M Pawłowski Entropy 25 (3), 527, 2023 | 2 | 2023 |
| Modelowanie polskiego rynku energii elektrycznej K Opalski, K Kacprzak, K Maciejczyk, M Pawłowski Matematyka Stosowana: matematyka dla społeczeństwa 13 (54), 105-114, 2011 | 2 | 2011 |
| Online Multi-level Aggregation with Delays and Stochastic Arrivals M Mari, M Pawłowski, R Ren, P Sankowski arXiv preprint arXiv:2404.09711, 2024 | | 2024 |
| Forecasting Selected Commodities’ Prices with the Bayesian Symbolic Regression K Drachal, M Pawłowski International Journal of Financial Studies 12 (2), 34, 2024 | | 2024 |
| Modelling the Polish energy market K Opalski, K Kacprzak, K Maciejczyk, M Pawłowski Mathematica Applicanda 39 (2), 2011 | | 2011 |
| Modelling Spot Prices on the Polish Power Exchange M Pawłowski, P Nowak | | |
Piotr NowakAssociate Professor at Instytut Badań Systemowych PANVerified email at ibspan.waw.pl
